Fiscal policy and asset markets: a semiparametric analysis
DOI10.1016/J.JECONOM.2008.09.007zbMATH Open1429.62671OpenAlexW3126084920MaRDI QIDQ299268FDOQ299268
Authors: Dennis W. Jansen, Zijun Wang, Jian Yang, Qi Li 
Publication date: 22 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.09.007
Recommendations
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)
Cites Work
- A central limit theorem for generalized quadratic forms
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
- Consistent model specification tests for time series econometric models
- A simple consistent bootstrap test for a parametric regression function
- Root-N-Consistent Semiparametric Regression
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- A consistent test of functional form via nonparametric estimation techniques
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Maximum likelihood and the bootstrap for nonlinear dynamic models
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- Title not available (Why is that?)
- Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
- ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
- The Case for Restricting Fiscal Policy Discretion
- Semiparametric Non-Linear Time Series Model Selection
- Debt-contingent inflation contracts and targets
Cited In (5)
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
- Fiscal policy, monetary policy and the efficiency of the stock market
- Operational aspect of the policy coordination for financial stability: role of Jeffreys-Lindley's paradox in operations research
- Fiscal episodes and market power
This page was built for publication: Fiscal policy and asset markets: a semiparametric analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q299268)
